+89.2%
NTRA vs TMF
-26.8%
+116.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | +0.2% | -5.1% | +5.3% | +2.4% |
| 30D | +4.1% | -4.6% | +8.7% | +6.0% |
| 3M | +50.0% | -16.6% | +66.6% | +61.7% |
| 6M | +67.3% | -19.9% | +87.2% | +81.3% |
| YTD | +43.6% | -20.2% | +63.7% | +57.2% |
| 1Y | +89.2% | -27.7% | +117.0% | +103.4% |
| All | +89.2% | -26.8% | +116.1% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling